+364.8%
ALL vs HBM
+625.8%
-261.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | -2.2% | +5.5% | -7.7% | -2.6% |
| 30D | -5.6% | +3.3% | -8.9% | -5.9% |
| 3M | +17.2% | +12.7% | +4.6% | +15.5% |
| 6M | +23.2% | +28.2% | -4.9% | +19.2% |
| YTD | +23.6% | +45.3% | -21.7% | +17.5% |
| 1Y | +29.2% | +121.7% | -92.5% | +17.4% |
| 3Y | +153.8% | +523.5% | -369.7% | +101.7% |
| 5Y | +116.1% | +393.9% | -277.8% | +70.2% |
| 10Y | +364.8% | +647.9% | -283.1% | +208.0% |
| All | +364.8% | +625.8% | -261.0% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling